+47.8%
DXCM vs CG
-18.0%
+65.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +0.3% |
| 7D | -4.4% | +3.0% | -7.4% | -5.0% |
| 30D | -3.6% | +10.1% | -13.7% | -5.8% |
| 3M | -4.3% | -10.8% | +6.5% | -1.9% |
| 6M | +33.8% | -15.2% | +49.0% | +39.1% |
| YTD | +22.1% | -26.9% | +49.1% | +29.2% |
| All | +47.8% | -18.0% | +65.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling